+2,807.2%
SOXX vs XBI
+901.2%
+1,906.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +1.4% | -4.6% | +6.0% | +4.2% |
| 30D | -3.6% | -2.0% | -1.6% | -2.8% |
| 3M | -10.2% | +17.8% | -27.9% | -18.6% |
| 6M | +54.2% | +23.7% | +30.5% | +35.7% |
| YTD | +75.2% | +28.2% | +47.0% | +50.7% |
| 1Y | +107.5% | +64.0% | +43.5% | +54.7% |
| 3Y | +226.8% | +99.4% | +127.4% | +114.1% |
| 5Y | +251.2% | +19.3% | +231.9% | +198.1% |
| 10Y | +1,567.6% | +158.7% | +1,408.9% | +773.4% |
| All | +2,807.2% | +901.2% | +1,906.0% | +355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XBI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling